Showing 1 - 10 of 627,889
Persistent link: https://www.econbiz.de/10011439474
Persistent link: https://www.econbiz.de/10009526805
Persistent link: https://www.econbiz.de/10011422895
Persistent link: https://www.econbiz.de/10011374587
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...
Persistent link: https://www.econbiz.de/10011298898
introducing infinite-dimensional nuisance parameters using a least-favourable entropy-maximising distribution. We demonstrate …
Persistent link: https://www.econbiz.de/10009767942
Persistent link: https://www.econbiz.de/10010355780
Persistent link: https://www.econbiz.de/10010347887
unknown, and maximum entropy serves as the leading method for estimating unobserved counterparty exposures. This paper … entropy and also permits more robust analysis. Using the two benchmarks side by side helps identify a range of possible …
Persistent link: https://www.econbiz.de/10010249740
used for modelling purposes. We propose an augmented entropy approach, which combines the Transtools model’s inter …
Persistent link: https://www.econbiz.de/10011523989